1 #ifndef FIX50SP1_ORDERCANCELREPLACEREQUEST_H 2 #define FIX50SP1_ORDERCANCELREPLACEREQUEST_H 3 4 #include "Message.h" 5 6 namespace FIX50SP1 7 { 8 9 class OrderCancelReplaceRequest : public Message 10 { 11 public: OrderCancelReplaceRequest()12 OrderCancelReplaceRequest() : Message(MsgType()) {} OrderCancelReplaceRequest(const FIX::Message & m)13 OrderCancelReplaceRequest(const FIX::Message& m) : Message(m) {} OrderCancelReplaceRequest(const Message & m)14 OrderCancelReplaceRequest(const Message& m) : Message(m) {} OrderCancelReplaceRequest(const OrderCancelReplaceRequest & m)15 OrderCancelReplaceRequest(const OrderCancelReplaceRequest& m) : Message(m) {} MsgType()16 static FIX::MsgType MsgType() { return FIX::MsgType("G"); } 17 OrderCancelReplaceRequest(const FIX::ClOrdID & aClOrdID,const FIX::Side & aSide,const FIX::TransactTime & aTransactTime,const FIX::OrdType & aOrdType)18 OrderCancelReplaceRequest( 19 const FIX::ClOrdID& aClOrdID, 20 const FIX::Side& aSide, 21 const FIX::TransactTime& aTransactTime, 22 const FIX::OrdType& aOrdType ) 23 : Message(MsgType()) 24 { 25 set(aClOrdID); 26 set(aSide); 27 set(aTransactTime); 28 set(aOrdType); 29 } 30 31 FIELD_SET(*this, FIX::OrderID); 32 FIELD_SET(*this, FIX::NoPartyIDs); 33 class NoPartyIDs: public FIX::Group 34 { 35 public: NoPartyIDs()36 NoPartyIDs() : FIX::Group(453,448,FIX::message_order(448,447,452,802,0)) {} 37 FIELD_SET(*this, FIX::PartyID); 38 FIELD_SET(*this, FIX::PartyIDSource); 39 FIELD_SET(*this, FIX::PartyRole); 40 FIELD_SET(*this, FIX::NoPartySubIDs); 41 class NoPartySubIDs: public FIX::Group 42 { 43 public: NoPartySubIDs()44 NoPartySubIDs() : FIX::Group(802,523,FIX::message_order(523,803,0)) {} 45 FIELD_SET(*this, FIX::PartySubID); 46 FIELD_SET(*this, FIX::PartySubIDType); 47 }; 48 }; 49 FIELD_SET(*this, FIX::TradeOriginationDate); 50 FIELD_SET(*this, FIX::TradeDate); 51 FIELD_SET(*this, FIX::OrigClOrdID); 52 FIELD_SET(*this, FIX::ClOrdID); 53 FIELD_SET(*this, FIX::SecondaryClOrdID); 54 FIELD_SET(*this, FIX::ClOrdLinkID); 55 FIELD_SET(*this, FIX::ListID); 56 FIELD_SET(*this, FIX::OrigOrdModTime); 57 FIELD_SET(*this, FIX::Account); 58 FIELD_SET(*this, FIX::AcctIDSource); 59 FIELD_SET(*this, FIX::AccountType); 60 FIELD_SET(*this, FIX::DayBookingInst); 61 FIELD_SET(*this, FIX::BookingUnit); 62 FIELD_SET(*this, FIX::PreallocMethod); 63 FIELD_SET(*this, FIX::AllocID); 64 FIELD_SET(*this, FIX::NoAllocs); 65 class NoAllocs: public FIX::Group 66 { 67 public: NoAllocs()68 NoAllocs() : FIX::Group(78,79,FIX::message_order(79,661,736,467,539,80,0)) {} 69 FIELD_SET(*this, FIX::AllocAccount); 70 FIELD_SET(*this, FIX::AllocAcctIDSource); 71 FIELD_SET(*this, FIX::AllocSettlCurrency); 72 FIELD_SET(*this, FIX::IndividualAllocID); 73 FIELD_SET(*this, FIX::NoNestedPartyIDs); 74 class NoNestedPartyIDs: public FIX::Group 75 { 76 public: NoNestedPartyIDs()77 NoNestedPartyIDs() : FIX::Group(539,524,FIX::message_order(524,525,538,804,0)) {} 78 FIELD_SET(*this, FIX::NestedPartyID); 79 FIELD_SET(*this, FIX::NestedPartyIDSource); 80 FIELD_SET(*this, FIX::NestedPartyRole); 81 FIELD_SET(*this, FIX::NoNestedPartySubIDs); 82 class NoNestedPartySubIDs: public FIX::Group 83 { 84 public: NoNestedPartySubIDs()85 NoNestedPartySubIDs() : FIX::Group(804,545,FIX::message_order(545,805,0)) {} 86 FIELD_SET(*this, FIX::NestedPartySubID); 87 FIELD_SET(*this, FIX::NestedPartySubIDType); 88 }; 89 }; 90 FIELD_SET(*this, FIX::AllocQty); 91 }; 92 FIELD_SET(*this, FIX::SettlType); 93 FIELD_SET(*this, FIX::SettlDate); 94 FIELD_SET(*this, FIX::CashMargin); 95 FIELD_SET(*this, FIX::ClearingFeeIndicator); 96 FIELD_SET(*this, FIX::HandlInst); 97 FIELD_SET(*this, FIX::ExecInst); 98 FIELD_SET(*this, FIX::MinQty); 99 FIELD_SET(*this, FIX::MatchIncrement); 100 FIELD_SET(*this, FIX::MaxPriceLevels); 101 FIELD_SET(*this, FIX::DisplayQty); 102 FIELD_SET(*this, FIX::SecondaryDisplayQty); 103 FIELD_SET(*this, FIX::DisplayWhen); 104 FIELD_SET(*this, FIX::DisplayMethod); 105 FIELD_SET(*this, FIX::DisplayLowQty); 106 FIELD_SET(*this, FIX::DisplayHighQty); 107 FIELD_SET(*this, FIX::DisplayMinIncr); 108 FIELD_SET(*this, FIX::RefreshQty); 109 FIELD_SET(*this, FIX::MaxFloor); 110 FIELD_SET(*this, FIX::ExDestination); 111 FIELD_SET(*this, FIX::ExDestinationIDSource); 112 FIELD_SET(*this, FIX::NoTradingSessions); 113 class NoTradingSessions: public FIX::Group 114 { 115 public: NoTradingSessions()116 NoTradingSessions() : FIX::Group(386,336,FIX::message_order(336,625,0)) {} 117 FIELD_SET(*this, FIX::TradingSessionID); 118 FIELD_SET(*this, FIX::TradingSessionSubID); 119 }; 120 FIELD_SET(*this, FIX::Symbol); 121 FIELD_SET(*this, FIX::SymbolSfx); 122 FIELD_SET(*this, FIX::SecurityID); 123 FIELD_SET(*this, FIX::SecurityIDSource); 124 FIELD_SET(*this, FIX::NoSecurityAltID); 125 class NoSecurityAltID: public FIX::Group 126 { 127 public: NoSecurityAltID()128 NoSecurityAltID() : FIX::Group(454,455,FIX::message_order(455,456,0)) {} 129 FIELD_SET(*this, FIX::SecurityAltID); 130 FIELD_SET(*this, FIX::SecurityAltIDSource); 131 }; 132 FIELD_SET(*this, FIX::Product); 133 FIELD_SET(*this, FIX::ProductComplex); 134 FIELD_SET(*this, FIX::SecurityGroup); 135 FIELD_SET(*this, FIX::CFICode); 136 FIELD_SET(*this, FIX::SecurityType); 137 FIELD_SET(*this, FIX::SecuritySubType); 138 FIELD_SET(*this, FIX::MaturityMonthYear); 139 FIELD_SET(*this, FIX::MaturityDate); 140 FIELD_SET(*this, FIX::MaturityTime); 141 FIELD_SET(*this, FIX::SettleOnOpenFlag); 142 FIELD_SET(*this, FIX::InstrmtAssignmentMethod); 143 FIELD_SET(*this, FIX::SecurityStatus); 144 FIELD_SET(*this, FIX::CouponPaymentDate); 145 FIELD_SET(*this, FIX::IssueDate); 146 FIELD_SET(*this, FIX::RepoCollateralSecurityType); 147 FIELD_SET(*this, FIX::RepurchaseTerm); 148 FIELD_SET(*this, FIX::RepurchaseRate); 149 FIELD_SET(*this, FIX::Factor); 150 FIELD_SET(*this, FIX::CreditRating); 151 FIELD_SET(*this, FIX::InstrRegistry); 152 FIELD_SET(*this, FIX::CountryOfIssue); 153 FIELD_SET(*this, FIX::StateOrProvinceOfIssue); 154 FIELD_SET(*this, FIX::LocaleOfIssue); 155 FIELD_SET(*this, FIX::RedemptionDate); 156 FIELD_SET(*this, FIX::StrikePrice); 157 FIELD_SET(*this, FIX::StrikeCurrency); 158 FIELD_SET(*this, FIX::StrikeMultiplier); 159 FIELD_SET(*this, FIX::StrikeValue); 160 FIELD_SET(*this, FIX::OptAttribute); 161 FIELD_SET(*this, FIX::ContractMultiplier); 162 FIELD_SET(*this, FIX::MinPriceIncrement); 163 FIELD_SET(*this, FIX::MinPriceIncrementAmount); 164 FIELD_SET(*this, FIX::UnitOfMeasure); 165 FIELD_SET(*this, FIX::UnitOfMeasureQty); 166 FIELD_SET(*this, FIX::PriceUnitOfMeasure); 167 FIELD_SET(*this, FIX::PriceUnitOfMeasureQty); 168 FIELD_SET(*this, FIX::SettlMethod); 169 FIELD_SET(*this, FIX::ExerciseStyle); 170 FIELD_SET(*this, FIX::OptPayAmount); 171 FIELD_SET(*this, FIX::PriceQuoteMethod); 172 FIELD_SET(*this, FIX::FuturesValuationMethod); 173 FIELD_SET(*this, FIX::ListMethod); 174 FIELD_SET(*this, FIX::CapPrice); 175 FIELD_SET(*this, FIX::FloorPrice); 176 FIELD_SET(*this, FIX::PutOrCall); 177 FIELD_SET(*this, FIX::FlexibleIndicator); 178 FIELD_SET(*this, FIX::FlexProductEligibilityIndicator); 179 FIELD_SET(*this, FIX::TimeUnit); 180 FIELD_SET(*this, FIX::CouponRate); 181 FIELD_SET(*this, FIX::SecurityExchange); 182 FIELD_SET(*this, FIX::PositionLimit); 183 FIELD_SET(*this, FIX::NTPositionLimit); 184 FIELD_SET(*this, FIX::Issuer); 185 FIELD_SET(*this, FIX::EncodedIssuerLen); 186 FIELD_SET(*this, FIX::EncodedIssuer); 187 FIELD_SET(*this, FIX::SecurityDesc); 188 FIELD_SET(*this, FIX::EncodedSecurityDescLen); 189 FIELD_SET(*this, FIX::EncodedSecurityDesc); 190 FIELD_SET(*this, FIX::SecurityXMLLen); 191 FIELD_SET(*this, FIX::SecurityXML); 192 FIELD_SET(*this, FIX::SecurityXMLSchema); 193 FIELD_SET(*this, FIX::Pool); 194 FIELD_SET(*this, FIX::ContractSettlMonth); 195 FIELD_SET(*this, FIX::CPProgram); 196 FIELD_SET(*this, FIX::CPRegType); 197 FIELD_SET(*this, FIX::NoEvents); 198 class NoEvents: public FIX::Group 199 { 200 public: NoEvents()201 NoEvents() : FIX::Group(864,865,FIX::message_order(865,866,1145,867,868,0)) {} 202 FIELD_SET(*this, FIX::EventType); 203 FIELD_SET(*this, FIX::EventDate); 204 FIELD_SET(*this, FIX::EventTime); 205 FIELD_SET(*this, FIX::EventPx); 206 FIELD_SET(*this, FIX::EventText); 207 }; 208 FIELD_SET(*this, FIX::DatedDate); 209 FIELD_SET(*this, FIX::InterestAccrualDate); 210 FIELD_SET(*this, FIX::NoInstrumentParties); 211 class NoInstrumentParties: public FIX::Group 212 { 213 public: NoInstrumentParties()214 NoInstrumentParties() : FIX::Group(1018,1019,FIX::message_order(1019,1050,1051,1052,0)) {} 215 FIELD_SET(*this, FIX::InstrumentPartyID); 216 FIELD_SET(*this, FIX::InstrumentPartyIDSource); 217 FIELD_SET(*this, FIX::InstrumentPartyRole); 218 FIELD_SET(*this, FIX::NoInstrumentPartySubIDs); 219 class NoInstrumentPartySubIDs: public FIX::Group 220 { 221 public: NoInstrumentPartySubIDs()222 NoInstrumentPartySubIDs() : FIX::Group(1052,1053,FIX::message_order(1053,1054,0)) {} 223 FIELD_SET(*this, FIX::InstrumentPartySubID); 224 FIELD_SET(*this, FIX::InstrumentPartySubIDType); 225 }; 226 }; 227 FIELD_SET(*this, FIX::AgreementDesc); 228 FIELD_SET(*this, FIX::AgreementID); 229 FIELD_SET(*this, FIX::AgreementDate); 230 FIELD_SET(*this, FIX::AgreementCurrency); 231 FIELD_SET(*this, FIX::TerminationType); 232 FIELD_SET(*this, FIX::StartDate); 233 FIELD_SET(*this, FIX::EndDate); 234 FIELD_SET(*this, FIX::DeliveryType); 235 FIELD_SET(*this, FIX::MarginRatio); 236 FIELD_SET(*this, FIX::NoUnderlyings); 237 class NoUnderlyings: public FIX::Group 238 { 239 public: NoUnderlyings()240 NoUnderlyings() : FIX::Group(711,311,FIX::message_order(311,312,309,305,462,463,310,763,313,542,1213,241,242,243,244,245,246,256,595,592,593,594,247,316,941,317,436,998,1423,1424,1425,1000,1419,435,308,306,362,363,307,364,365,877,878,972,318,879,975,973,974,810,882,883,884,885,886,1044,1045,1046,1038,1039,315,0)) {} 241 FIELD_SET(*this, FIX::UnderlyingSymbol); 242 FIELD_SET(*this, FIX::UnderlyingSymbolSfx); 243 FIELD_SET(*this, FIX::UnderlyingSecurityID); 244 FIELD_SET(*this, FIX::UnderlyingSecurityIDSource); 245 FIELD_SET(*this, FIX::NoUnderlyingSecurityAltID); 246 class NoUnderlyingSecurityAltID: public FIX::Group 247 { 248 public: NoUnderlyingSecurityAltID()249 NoUnderlyingSecurityAltID() : FIX::Group(457,458,FIX::message_order(458,459,0)) {} 250 FIELD_SET(*this, FIX::UnderlyingSecurityAltID); 251 FIELD_SET(*this, FIX::UnderlyingSecurityAltIDSource); 252 }; 253 FIELD_SET(*this, FIX::UnderlyingProduct); 254 FIELD_SET(*this, FIX::UnderlyingCFICode); 255 FIELD_SET(*this, FIX::UnderlyingSecurityType); 256 FIELD_SET(*this, FIX::UnderlyingSecuritySubType); 257 FIELD_SET(*this, FIX::UnderlyingMaturityMonthYear); 258 FIELD_SET(*this, FIX::UnderlyingMaturityDate); 259 FIELD_SET(*this, FIX::UnderlyingMaturityTime); 260 FIELD_SET(*this, FIX::UnderlyingCouponPaymentDate); 261 FIELD_SET(*this, FIX::UnderlyingIssueDate); 262 FIELD_SET(*this, FIX::UnderlyingRepoCollateralSecurityType); 263 FIELD_SET(*this, FIX::UnderlyingRepurchaseTerm); 264 FIELD_SET(*this, FIX::UnderlyingRepurchaseRate); 265 FIELD_SET(*this, FIX::UnderlyingFactor); 266 FIELD_SET(*this, FIX::UnderlyingCreditRating); 267 FIELD_SET(*this, FIX::UnderlyingInstrRegistry); 268 FIELD_SET(*this, FIX::UnderlyingCountryOfIssue); 269 FIELD_SET(*this, FIX::UnderlyingStateOrProvinceOfIssue); 270 FIELD_SET(*this, FIX::UnderlyingLocaleOfIssue); 271 FIELD_SET(*this, FIX::UnderlyingRedemptionDate); 272 FIELD_SET(*this, FIX::UnderlyingStrikePrice); 273 FIELD_SET(*this, FIX::UnderlyingStrikeCurrency); 274 FIELD_SET(*this, FIX::UnderlyingOptAttribute); 275 FIELD_SET(*this, FIX::UnderlyingContractMultiplier); 276 FIELD_SET(*this, FIX::UnderlyingUnitOfMeasure); 277 FIELD_SET(*this, FIX::UnderlyingUnitOfMeasureQty); 278 FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasure); 279 FIELD_SET(*this, FIX::UnderlyingPriceUnitOfMeasureQty); 280 FIELD_SET(*this, FIX::UnderlyingTimeUnit); 281 FIELD_SET(*this, FIX::UnderlyingExerciseStyle); 282 FIELD_SET(*this, FIX::UnderlyingCouponRate); 283 FIELD_SET(*this, FIX::UnderlyingSecurityExchange); 284 FIELD_SET(*this, FIX::UnderlyingIssuer); 285 FIELD_SET(*this, FIX::EncodedUnderlyingIssuerLen); 286 FIELD_SET(*this, FIX::EncodedUnderlyingIssuer); 287 FIELD_SET(*this, FIX::UnderlyingSecurityDesc); 288 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDescLen); 289 FIELD_SET(*this, FIX::EncodedUnderlyingSecurityDesc); 290 FIELD_SET(*this, FIX::UnderlyingCPProgram); 291 FIELD_SET(*this, FIX::UnderlyingCPRegType); 292 FIELD_SET(*this, FIX::UnderlyingAllocationPercent); 293 FIELD_SET(*this, FIX::UnderlyingCurrency); 294 FIELD_SET(*this, FIX::UnderlyingQty); 295 FIELD_SET(*this, FIX::UnderlyingSettlementType); 296 FIELD_SET(*this, FIX::UnderlyingCashAmount); 297 FIELD_SET(*this, FIX::UnderlyingCashType); 298 FIELD_SET(*this, FIX::UnderlyingPx); 299 FIELD_SET(*this, FIX::UnderlyingDirtyPrice); 300 FIELD_SET(*this, FIX::UnderlyingEndPrice); 301 FIELD_SET(*this, FIX::UnderlyingStartValue); 302 FIELD_SET(*this, FIX::UnderlyingCurrentValue); 303 FIELD_SET(*this, FIX::UnderlyingEndValue); 304 FIELD_SET(*this, FIX::NoUnderlyingStips); 305 class NoUnderlyingStips: public FIX::Group 306 { 307 public: NoUnderlyingStips()308 NoUnderlyingStips() : FIX::Group(887,888,FIX::message_order(888,889,0)) {} 309 FIELD_SET(*this, FIX::UnderlyingStipType); 310 FIELD_SET(*this, FIX::UnderlyingStipValue); 311 }; 312 FIELD_SET(*this, FIX::UnderlyingAdjustedQuantity); 313 FIELD_SET(*this, FIX::UnderlyingFXRate); 314 FIELD_SET(*this, FIX::UnderlyingFXRateCalc); 315 FIELD_SET(*this, FIX::UnderlyingCapValue); 316 FIELD_SET(*this, FIX::NoUndlyInstrumentParties); 317 class NoUndlyInstrumentParties: public FIX::Group 318 { 319 public: NoUndlyInstrumentParties()320 NoUndlyInstrumentParties() : FIX::Group(1058,1059,FIX::message_order(1059,1060,1061,1062,0)) {} 321 FIELD_SET(*this, FIX::UndlyInstrumentPartyID); 322 FIELD_SET(*this, FIX::UndlyInstrumentPartyIDSource); 323 FIELD_SET(*this, FIX::UndlyInstrumentPartyRole); 324 FIELD_SET(*this, FIX::NoUndlyInstrumentPartySubIDs); 325 class NoUndlyInstrumentPartySubIDs: public FIX::Group 326 { 327 public: NoUndlyInstrumentPartySubIDs()328 NoUndlyInstrumentPartySubIDs() : FIX::Group(1062,1063,FIX::message_order(1063,1064,0)) {} 329 FIELD_SET(*this, FIX::UndlyInstrumentPartySubID); 330 FIELD_SET(*this, FIX::UndlyInstrumentPartySubIDType); 331 }; 332 }; 333 FIELD_SET(*this, FIX::UnderlyingSettlMethod); 334 FIELD_SET(*this, FIX::UnderlyingPutOrCall); 335 }; 336 FIELD_SET(*this, FIX::Side); 337 FIELD_SET(*this, FIX::TransactTime); 338 FIELD_SET(*this, FIX::QtyType); 339 FIELD_SET(*this, FIX::OrderQty); 340 FIELD_SET(*this, FIX::CashOrderQty); 341 FIELD_SET(*this, FIX::OrderPercent); 342 FIELD_SET(*this, FIX::RoundingDirection); 343 FIELD_SET(*this, FIX::RoundingModulus); 344 FIELD_SET(*this, FIX::OrdType); 345 FIELD_SET(*this, FIX::PriceType); 346 FIELD_SET(*this, FIX::Price); 347 FIELD_SET(*this, FIX::PriceProtectionScope); 348 FIELD_SET(*this, FIX::StopPx); 349 FIELD_SET(*this, FIX::TriggerType); 350 FIELD_SET(*this, FIX::TriggerAction); 351 FIELD_SET(*this, FIX::TriggerPrice); 352 FIELD_SET(*this, FIX::TriggerSymbol); 353 FIELD_SET(*this, FIX::TriggerSecurityID); 354 FIELD_SET(*this, FIX::TriggerSecurityIDSource); 355 FIELD_SET(*this, FIX::TriggerSecurityDesc); 356 FIELD_SET(*this, FIX::TriggerPriceType); 357 FIELD_SET(*this, FIX::TriggerPriceTypeScope); 358 FIELD_SET(*this, FIX::TriggerPriceDirection); 359 FIELD_SET(*this, FIX::TriggerNewPrice); 360 FIELD_SET(*this, FIX::TriggerOrderType); 361 FIELD_SET(*this, FIX::TriggerNewQty); 362 FIELD_SET(*this, FIX::TriggerTradingSessionID); 363 FIELD_SET(*this, FIX::TriggerTradingSessionSubID); 364 FIELD_SET(*this, FIX::Spread); 365 FIELD_SET(*this, FIX::BenchmarkCurveCurrency); 366 FIELD_SET(*this, FIX::BenchmarkCurveName); 367 FIELD_SET(*this, FIX::BenchmarkCurvePoint); 368 FIELD_SET(*this, FIX::BenchmarkPrice); 369 FIELD_SET(*this, FIX::BenchmarkPriceType); 370 FIELD_SET(*this, FIX::BenchmarkSecurityID); 371 FIELD_SET(*this, FIX::BenchmarkSecurityIDSource); 372 FIELD_SET(*this, FIX::YieldType); 373 FIELD_SET(*this, FIX::Yield); 374 FIELD_SET(*this, FIX::YieldCalcDate); 375 FIELD_SET(*this, FIX::YieldRedemptionDate); 376 FIELD_SET(*this, FIX::YieldRedemptionPrice); 377 FIELD_SET(*this, FIX::YieldRedemptionPriceType); 378 FIELD_SET(*this, FIX::PegOffsetValue); 379 FIELD_SET(*this, FIX::PegPriceType); 380 FIELD_SET(*this, FIX::PegMoveType); 381 FIELD_SET(*this, FIX::PegOffsetType); 382 FIELD_SET(*this, FIX::PegLimitType); 383 FIELD_SET(*this, FIX::PegRoundDirection); 384 FIELD_SET(*this, FIX::PegScope); 385 FIELD_SET(*this, FIX::PegSecurityIDSource); 386 FIELD_SET(*this, FIX::PegSecurityID); 387 FIELD_SET(*this, FIX::PegSymbol); 388 FIELD_SET(*this, FIX::PegSecurityDesc); 389 FIELD_SET(*this, FIX::DiscretionInst); 390 FIELD_SET(*this, FIX::DiscretionOffsetValue); 391 FIELD_SET(*this, FIX::DiscretionMoveType); 392 FIELD_SET(*this, FIX::DiscretionOffsetType); 393 FIELD_SET(*this, FIX::DiscretionLimitType); 394 FIELD_SET(*this, FIX::DiscretionRoundDirection); 395 FIELD_SET(*this, FIX::DiscretionScope); 396 FIELD_SET(*this, FIX::TargetStrategy); 397 FIELD_SET(*this, FIX::NoStrategyParameters); 398 class NoStrategyParameters: public FIX::Group 399 { 400 public: NoStrategyParameters()401 NoStrategyParameters() : FIX::Group(957,958,FIX::message_order(958,959,960,0)) {} 402 FIELD_SET(*this, FIX::StrategyParameterName); 403 FIELD_SET(*this, FIX::StrategyParameterType); 404 FIELD_SET(*this, FIX::StrategyParameterValue); 405 }; 406 FIELD_SET(*this, FIX::TargetStrategyParameters); 407 FIELD_SET(*this, FIX::ParticipationRate); 408 FIELD_SET(*this, FIX::ComplianceID); 409 FIELD_SET(*this, FIX::SolicitedFlag); 410 FIELD_SET(*this, FIX::Currency); 411 FIELD_SET(*this, FIX::TimeInForce); 412 FIELD_SET(*this, FIX::EffectiveTime); 413 FIELD_SET(*this, FIX::ExpireDate); 414 FIELD_SET(*this, FIX::ExpireTime); 415 FIELD_SET(*this, FIX::GTBookingInst); 416 FIELD_SET(*this, FIX::Commission); 417 FIELD_SET(*this, FIX::CommType); 418 FIELD_SET(*this, FIX::CommCurrency); 419 FIELD_SET(*this, FIX::FundRenewWaiv); 420 FIELD_SET(*this, FIX::OrderCapacity); 421 FIELD_SET(*this, FIX::OrderRestrictions); 422 FIELD_SET(*this, FIX::PreTradeAnonymity); 423 FIELD_SET(*this, FIX::CustOrderCapacity); 424 FIELD_SET(*this, FIX::ForexReq); 425 FIELD_SET(*this, FIX::SettlCurrency); 426 FIELD_SET(*this, FIX::BookingType); 427 FIELD_SET(*this, FIX::Text); 428 FIELD_SET(*this, FIX::EncodedTextLen); 429 FIELD_SET(*this, FIX::EncodedText); 430 FIELD_SET(*this, FIX::SettlDate2); 431 FIELD_SET(*this, FIX::OrderQty2); 432 FIELD_SET(*this, FIX::Price2); 433 FIELD_SET(*this, FIX::PositionEffect); 434 FIELD_SET(*this, FIX::CoveredOrUncovered); 435 FIELD_SET(*this, FIX::MaxShow); 436 FIELD_SET(*this, FIX::LocateReqd); 437 FIELD_SET(*this, FIX::CancellationRights); 438 FIELD_SET(*this, FIX::MoneyLaunderingStatus); 439 FIELD_SET(*this, FIX::RegistID); 440 FIELD_SET(*this, FIX::Designation); 441 FIELD_SET(*this, FIX::ManualOrderIndicator); 442 FIELD_SET(*this, FIX::CustDirectedOrder); 443 FIELD_SET(*this, FIX::ReceivedDeptID); 444 FIELD_SET(*this, FIX::CustOrderHandlingInst); 445 FIELD_SET(*this, FIX::OrderHandlingInstSource); 446 FIELD_SET(*this, FIX::NoTrdRegTimestamps); 447 class NoTrdRegTimestamps: public FIX::Group 448 { 449 public: NoTrdRegTimestamps()450 NoTrdRegTimestamps() : FIX::Group(768,769,FIX::message_order(769,770,771,1033,1034,1035,0)) {} 451 FIELD_SET(*this, FIX::TrdRegTimestamp); 452 FIELD_SET(*this, FIX::TrdRegTimestampType); 453 FIELD_SET(*this, FIX::TrdRegTimestampOrigin); 454 FIELD_SET(*this, FIX::DeskType); 455 FIELD_SET(*this, FIX::DeskTypeSource); 456 FIELD_SET(*this, FIX::DeskOrderHandlingInst); 457 }; 458 }; 459 460 } 461 462 #endif 463